+63.3%
QBTS vs CAG
-41.9%
+105.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.7% |
| 7D | -2.4% | -3.8% | +1.4% | -3.5% |
| 30D | -22.5% | +3.1% | -25.6% | -21.8% |
| 3M | -40.0% | +23.5% | -63.5% | -35.6% |
| 6M | -12.3% | -14.8% | +2.5% | -15.7% |
| YTD | -36.6% | -5.4% | -31.2% | -36.6% |
| 1Y | +8.4% | -11.8% | +20.2% | +6.8% |
| 3Y | +1,380.4% | -36.7% | +1,417.0% | +1,215.7% |
| 5Y | +69.7% | -40.3% | +110.0% | +41.4% |
| All | +63.3% | -41.9% | +105.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling